+1,917.9%
VRT vs CASY
+572.2%
+1,345.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.7% | +9.0% | +9.4% |
| 7D | -10.6% | +3.6% | -14.2% | -11.7% |
| 30D | -17.4% | +7.2% | -24.6% | -19.7% |
| 3M | -26.4% | -16.9% | -9.5% | -22.7% |
| 6M | -41.0% | -19.3% | -21.7% | -38.3% |
| YTD | +23.8% | +25.6% | -1.8% | +10.4% |
| 1Y | +11.6% | +30.2% | -18.5% | -2.0% |
| 3Y | +403.5% | +154.9% | +248.6% | +239.9% |
| 5Y | +647.0% | +252.1% | +394.9% | +343.3% |
| All | +1,917.9% | +572.2% | +1,345.7% | +981.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling